A higher order local linearization method for solving ordinary differential equations

DOI10.1016/J.AMC.2006.06.096zbMATH Open1115.65080OpenAlexW1995014455MaRDI QIDQ870151FDOQ870151

Tohru Ozaki, H. de la Cruz, Felix Carbonell, Juan Carlos Jimenez, Rolando Biscay

Publication date: 12 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.096

zbMATH Keywords

numerical experimentsexponential methodsinitial value problemsTaylor expansioncomparison of methodsvariation of constants formulafirst order differential systemshyperbolic stationary pointslinearization of the local solution

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• Expokit
• ATOMFT: Solving ODEs and DAEs using Taylor series
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Computing integrals involving the matrix exponential
• Solving Ordinary Differential Equations I
• Fourth-Order Time-Stepping for Stiff PDEs
• Exponential time differencing for stiff systems
• Solving linear ordinary differential equations by exponentials of iterated commutators
• Computing multiple integrals involving matrix exponentials
• Exponential Integrators for Large Systems of Differential Equations
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Dynamic properties of the local linearization method for initial value problems.
• Rate of convergence of local linearization schemes for initial-value problems
• Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
• Local linearization method for the numerical solution of stochastic differential equations
• Approximation of continuous time stochastic processes by the local linearization method revisited
• Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
• Collocation and Relaxed Collocation for the Fer and the Magnus Expansions
• On the Numerical Approximation of Phase Portraits Near Stationary Points
• Comparing numerical methods for stiff systems of O.D.E:s
• Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations
• On the implementation of the method of Magnus series for linear differential equations
• Improved high order integrators based on the Magnus expansion
• A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
• Methods for the approximation of the matrix exponential in a Lie-algebraic setting
• The local linearization method for numerical integration of random differential equations
• Piecewise-linearized methods for initial-value problems
• Exponential Runge-Kutta methods for parabolic problems.
• Padé approximation for the exponential of a block triangular matrix
• A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems
• The method of local linearization in the numerical solution of stiff systems of ordinary differential equations
• Quadrature Methods for Stiff Ordinary Differential Systems
• Local Linearization Method for Numerical Integration of Delay Differential Equations
• Some A-Stable Methods for Stiff Ordinary Differential Equations

Cited In (12)

• Probabilistic analysis of a class of compartmental models formulated by random differential equations
• Efficient computation of phi-functions in exponential integrators
• Locally linearized Runge Kutta method of Dormand and Prince
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
• Differential systems with Fuchsian linear part: correction and linearization, normal forms and multiple orthogonal polynomials
• Efficient simulation of unsaturated flow using exponential time integration
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
• Computing multiple integrals involving matrix exponentials
• Switched constrained linear adaptive identifier for the trichloroethylene elimination in sequential upflow anaerobic sludge blanket
• Numerical simulation of nonlinear dynamical systems driven by commutative noise
• Multiple shooting-local linearization method for the identification of dynamical systems
• Computing high dimensional multiple integrals involving matrix exponentials

Uses Software

• Expokit
• RODAS
• ATOMFT
• MATLAB expm

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